CME British Pound Future September 2015
| Trading Metrics calculated at close of trading on 23-Jul-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jul-2015 |
23-Jul-2015 |
Change |
Change % |
Previous Week |
| Open |
1.5550 |
1.5604 |
0.0054 |
0.3% |
1.5510 |
| High |
1.5642 |
1.5665 |
0.0023 |
0.1% |
1.5669 |
| Low |
1.5545 |
1.5491 |
-0.0054 |
-0.3% |
1.5443 |
| Close |
1.5593 |
1.5507 |
-0.0086 |
-0.6% |
1.5606 |
| Range |
0.0097 |
0.0174 |
0.0077 |
79.4% |
0.0226 |
| ATR |
0.0118 |
0.0122 |
0.0004 |
3.4% |
0.0000 |
| Volume |
85,169 |
91,362 |
6,193 |
7.3% |
376,010 |
|
| Daily Pivots for day following 23-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6076 |
1.5966 |
1.5603 |
|
| R3 |
1.5902 |
1.5792 |
1.5555 |
|
| R2 |
1.5728 |
1.5728 |
1.5539 |
|
| R1 |
1.5618 |
1.5618 |
1.5523 |
1.5586 |
| PP |
1.5554 |
1.5554 |
1.5554 |
1.5539 |
| S1 |
1.5444 |
1.5444 |
1.5491 |
1.5412 |
| S2 |
1.5380 |
1.5380 |
1.5475 |
|
| S3 |
1.5206 |
1.5270 |
1.5459 |
|
| S4 |
1.5032 |
1.5096 |
1.5411 |
|
|
| Weekly Pivots for week ending 17-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6251 |
1.6154 |
1.5730 |
|
| R3 |
1.6025 |
1.5928 |
1.5668 |
|
| R2 |
1.5799 |
1.5799 |
1.5647 |
|
| R1 |
1.5702 |
1.5702 |
1.5627 |
1.5751 |
| PP |
1.5573 |
1.5573 |
1.5573 |
1.5597 |
| S1 |
1.5476 |
1.5476 |
1.5585 |
1.5525 |
| S2 |
1.5347 |
1.5347 |
1.5565 |
|
| S3 |
1.5121 |
1.5250 |
1.5544 |
|
| S4 |
1.4895 |
1.5024 |
1.5482 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5668 |
1.5491 |
0.0177 |
1.1% |
0.0109 |
0.7% |
9% |
False |
True |
71,632 |
| 10 |
1.5669 |
1.5357 |
0.0312 |
2.0% |
0.0123 |
0.8% |
48% |
False |
False |
76,913 |
| 20 |
1.5781 |
1.5323 |
0.0458 |
3.0% |
0.0117 |
0.8% |
40% |
False |
False |
82,058 |
| 40 |
1.5924 |
1.5160 |
0.0764 |
4.9% |
0.0127 |
0.8% |
45% |
False |
False |
66,780 |
| 60 |
1.5924 |
1.5074 |
0.0850 |
5.5% |
0.0131 |
0.8% |
51% |
False |
False |
44,605 |
| 80 |
1.5924 |
1.4591 |
0.1333 |
8.6% |
0.0127 |
0.8% |
69% |
False |
False |
33,474 |
| 100 |
1.5924 |
1.4591 |
0.1333 |
8.6% |
0.0126 |
0.8% |
69% |
False |
False |
26,787 |
| 120 |
1.5924 |
1.4591 |
0.1333 |
8.6% |
0.0107 |
0.7% |
69% |
False |
False |
22,323 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6405 |
|
2.618 |
1.6121 |
|
1.618 |
1.5947 |
|
1.000 |
1.5839 |
|
0.618 |
1.5773 |
|
HIGH |
1.5665 |
|
0.618 |
1.5599 |
|
0.500 |
1.5578 |
|
0.382 |
1.5557 |
|
LOW |
1.5491 |
|
0.618 |
1.5383 |
|
1.000 |
1.5317 |
|
1.618 |
1.5209 |
|
2.618 |
1.5035 |
|
4.250 |
1.4752 |
|
|
| Fisher Pivots for day following 23-Jul-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.5578 |
1.5578 |
| PP |
1.5554 |
1.5554 |
| S1 |
1.5531 |
1.5531 |
|